排行榜数字看似简单，定义却不简单。本文说明评分规则、回测含义，以及命中率被误用的常见方式。
评分前先写清：标的、方向、起止日、基准（绝对、板块 ETF 或指数）。缺任一要素则分数未定义。
区间是从锚定日 T 起算的交易日数。看完结果再改区间即为挑选样本。
方向命中可能是“报酬 > 0”；相对命中可能是“报酬减板块 ETF > 0”。同一评论员在不同定义下排名可差很多。
若退市标的被静默删除，历史准确率会被高估。我们力求按方法论处理未解决或退市结果。
回测依你选择的日期与信号来源汇总历史指标，供方向性参考，并非扣除成本税费后的可交易获利证明。
Free 可能仅显示摘要；Pro 解锁更深表格与导出。评分规则不因方案而改变。
Vague: “ABC looks cheap and should rip.” Testable: “ABC’s total return exceeds the sector ETF XLY over the next 90 trading days starting 2026-03-01.” Only the second sentence can be scored without inventing hidden assumptions.
Vague: “Smart money loves DEF.” Testable (different object): “Manager M’s reported share count in DEF rose quarter-over-quarter as of 2025-12-31 (13F accepted mid-February).” Notice this is a holdings statement, not a forecast score—and it still needs lag labels.
A 70% hit rate on ten calls is a coin-flip story wearing a suit. Always publish N beside the rate. Prefer longer samples even when the rate looks less flattering. Education rewards calibration more than swagger.
Variance across regimes matters: the same forecaster can look brilliant in a one-way bull tape and ordinary in a choppy year. Segment notes by period without silently dropping embarrassing windows.
Journal the claim on day one, freeze horizon and benchmark, wait, mark hit/miss/void, then review monthly. Link your journal fields to InsightMeter methodology vocabulary so you do not invent private definitions that cannot be audited.
When a live leaderboard and a backtest disagree, write the universe, horizon, and filter differences before preferring the prettier chart. See also the backtest-versus-live guide.
Scores cannot certify character, cannot see undisclosed hedges, and cannot replace primary filings. They summarize history under rules. Keep the risk notice visible: educational materials are not investment advice.
Some claims should be marked unscored rather than forced into hit/miss. Missing horizon, missing benchmark, purely qualitative language (“could be interesting”), or contradictory clauses are refusal cases. Refusing to score is a feature of honest systems.
Delistings and corporate actions need pre-written void or resolution rules. If you improvise after the fact, you recreate survivorship bias under a new name. Methodology should state the rule; your journal should follow it.
Lead with definition: “55% directional hits vs SPY over 90 trading days, N=40, sample 2023–2025, delistings retained as misses per rule.” That sentence is longer and safer than “this guru is elite.”
Ban leaderboard screenshots without the definition caption. If your charting UI cannot show N and horizon, add them in text. Education is allergic to orphan percentages.
Automated matching of claims to outcomes can help at scale, but automation does not remove definitional choices. If the claim parser guesses a horizon you did not intend, the score is about the guess, not the pundit. Review ambiguous parses; document overrides.
InsightMeter describes scoring as rule-based accountability for education. It is not a promise that models found secret alpha. Keep that sentence near any product demo.
只有能用一句话重复其定义时，才应相信数字。另见预测记录指南与方法论页。
如何公平评估预测成绩 · Backtest vs live forecast scoring pitfalls · 研究方法
Scoring is a contract with your future self: freeze definitions, wait, mark outcomes, publish N. Break the contract and you are doing theater with spreadsheets.
Use Start here, the forecast track-record guide, and the journal template as companion reading. Optional Pro tables do not change the contract; they only change how much history you can browse.
If a score cannot be restated in one precise sentence, do not share it. Precision is the product of education-first forecast work.
按主题学习: Form 4／内部人素养 · Form 8-K 与基本面 · Form D／豁免发行 · 13F／机构快照